This one’s a bit cynical but that doesn’t prevent it from being true; Susan discussing with DEATH.

"All right," said Susan. "I'm not stupid. You're saying humans need…fantasies to make life bearable. Really? As if it was some kind of pink pill?”
“NO. HUMANS NEED FANTASY TO BE HUMAN. TO BE THE PLACE WHERE THE FALLING ANGEL MEETS THE RISING APE.”
"Tooth fairies? Hogfathers? Little—"
“YES. AS PRACTICE, YOU HAVE TO START OUT LEARNING TO BELIEVE THE LITTLE LIES.”
"So we can believe the big ones?"
“YES. JUSTICE. MERCY. DUTY. THAT SORT OF THING.”

- Sir Terry Pratchett, The Hogfather